SIGMAFA.MX - Risk

Elevated Business & Solvency Risk

Caution: In addition to price volatility, there are balance sheet risks due to higher debt or weaker liquidity (Health Score: 35/100).

Volatility Risk

Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.

Volatility Risk Score

7/7 Very High

7 / 7 SRI Price Fluctuation & Beta

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors. Moves noticeably less than the broader market (0.4x).

Beta (Market Relation)

0.4x

Defensive

Volatility (5Y p.a.)

31.2% p.a.

5-Year Horizon

Max Drawdown (5Y)

-33.2%

5-Year Horizon

Sharpe Ratio

0.11

Return / Risk

Speculative / High Risk: Score Basis:

Multi-Horizon Risk & Performance Matrix

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

High Volatility

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+24%
3 Years	32.7%	-33.2%	0.48	+18.2%
5 Years	31.2%	-33.2%	0.11	+6.5%
10 Years	34.8%	-79.5%	-0.19	-4.2%

Automated Risk & Health Notes (Red Flags)

Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).

Critical leverage: Debt-to-Equity is at 377%.

🔴 Low analyst coverage – higher uncertainty in growth estimates & projections

Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (31.2% p.a.).

Historical Stress Test: Maximum peak-to-trough drawdown of -79.5% in the extended horizon.